Effective persistency evaluation via exact excursion distributions for random processes and fields
Finding the probability that a stochastic system stays in a certain region of its state space over a specified time -- a long-standing problem both in computational physics and in applied and theoretical mathematics -- is approached through the extended and multivariate Rice formula. In principle, it applies to any smooth process multivariate both in argument and in value given that efficient numeFinding the probability that a stochastic system stays in a certain region of its state space over a specified time—a long-standing problem both in computational physics and in applied and theoretical mathematics—is approached through the extended and multivariate Rice formula. In principle, it applies to any smooth process multivariate both in argument and in value given that efficient numerical